Historical option data for IREDA
05 Jun 2026 12:08 PM IST
| IREDA 30-Jun-2026 (25d) 129 CE | ||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.33
Vega: 0
Theta: -0.07
Gamma: 0.03936
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI | |||||||||
| 5 Jun | 124.15 | 1.95 | -0.05 (-2.50%) | 28.17 | 30 | -6 | 169 | |||||||||
| 4 Jun | 123.24 | 1.94 | -0.06 (-3.00%) | 30.02 | 38 | -2 | 175 | |||||||||
| 3 Jun | 122.83 | 2.09 | 0.09 (4.50%) | 32.05 | 128 | -28 | 178 | |||||||||
| 2 Jun | 124.93 | 1.94 | -0.06 (-3.00%) | 24.15 | 73 | -20 | 207 | |||||||||
| 1 Jun | 126.27 | 1.74 | -3.26 (-65.20%) | 19.66 | 390 | 26 | 226 | |||||||||
| 29 May | 133.25 | 4.4 | -1.6 (-26.67%) | 66.09 | 221 | 91 | 201 | |||||||||
| 27 May | 130.20 | 5.93 | 0.93 (18.60%) | 30.43 | 162 | 80 | 110 | |||||||||
| 26 May | 129.54 | 5.16 | -0.84 (-14.00%) | 28.33 | 34 | 29 | 30 | |||||||||
| 25 May | 129.77 | 6.5 | 0.5 (8.33%) | 36.43 | 1 | 0 | 1 | |||||||||
| 22 May | 129.01 | 6.5 | 0.5 (8.33%) | 36.43 | 1 | 0 | 1 | |||||||||
| 21 May | 127.87 | 6.14 | 0.14 (2.33%) | - | 0 | 0 | 1 | |||||||||
| 20 May | 126.77 | 6.14 | 0.14 (2.33%) | 37 | 0 | 0 | 1 | |||||||||
| 19 May | 127.77 | 6.14 | -9.86 (-61.63%) | 37 | 2 | 1 | 1 | |||||||||
| 18 May | 126.92 | 0 | -16 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 15 May | 127.10 | 0 | -16 (-100.00%) | - | 0 | 0 | 0 | |||||||||
| 14 May | 128.62 | 0 | -16 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 13 May | 128.25 | 0 | -16 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 12 May | 124.69 | 0 | -16 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 11 May | 130.68 | 0 | -16 (-100.00%) | 0 | 0 | 0 | 0 | |||||||||
| 8 May | 134.60 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 7 May | 135.56 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 6 May | 136.41 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 5 May | 135.27 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 4 May | 135.36 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 30 Apr | 135.10 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
| 29 Apr | 137.21 | 0 | 0 | - | 0 | 0 | 0 | |||||||||
For Indian Renewable Energy - strike price 129 expiring on 30JUN2026
Delta for 129 CE is 0.33
Historical price for 129 CE is as follows
On 5 Jun IREDA was trading at 124.15. The strike last trading price was 1.95, which was -0.05 lower than the previous day. The implied volatity was 28.17, the open interest changed by -6 which decreased total open position to 169
On 4 Jun IREDA was trading at 123.24. The strike last trading price was 1.94, which was -0.06 lower than the previous day. The implied volatity was 30.02, the open interest changed by -2 which decreased total open position to 175
On 3 Jun IREDA was trading at 122.83. The strike last trading price was 2.09, which was 0.09 higher than the previous day. The implied volatity was 32.05, the open interest changed by -28 which decreased total open position to 178
On 2 Jun IREDA was trading at 124.93. The strike last trading price was 1.94, which was -0.06 lower than the previous day. The implied volatity was 24.15, the open interest changed by -20 which decreased total open position to 207
On 1 Jun IREDA was trading at 126.27. The strike last trading price was 1.74, which was -3.26 lower than the previous day. The implied volatity was 19.66, the open interest changed by 26 which increased total open position to 226
On 29 May IREDA was trading at 133.25. The strike last trading price was 4.4, which was -1.6 lower than the previous day. The implied volatity was 66.09, the open interest changed by 91 which increased total open position to 201
On 27 May IREDA was trading at 130.20. The strike last trading price was 5.93, which was 0.93 higher than the previous day. The implied volatity was 30.43, the open interest changed by 80 which increased total open position to 110
On 26 May IREDA was trading at 129.54. The strike last trading price was 5.16, which was -0.84 lower than the previous day. The implied volatity was 28.33, the open interest changed by 29 which increased total open position to 30
On 25 May IREDA was trading at 129.77. The strike last trading price was 6.5, which was 0.5 higher than the previous day. The implied volatity was 36.43, the open interest changed by 0 which decreased total open position to 1
On 22 May IREDA was trading at 129.01. The strike last trading price was 6.5, which was 0.5 higher than the previous day. The implied volatity was 36.43, the open interest changed by 0 which decreased total open position to 1
On 21 May IREDA was trading at 127.87. The strike last trading price was 6.14, which was 0.14 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 1
On 20 May IREDA was trading at 126.77. The strike last trading price was 6.14, which was 0.14 higher than the previous day. The implied volatity was 37, the open interest changed by 0 which decreased total open position to 1
On 19 May IREDA was trading at 127.77. The strike last trading price was 6.14, which was -9.86 lower than the previous day. The implied volatity was 37, the open interest changed by 1 which increased total open position to 1
On 18 May IREDA was trading at 126.92. The strike last trading price was 0, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May IREDA was trading at 127.10. The strike last trading price was 0, which was -16 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May IREDA was trading at 128.62. The strike last trading price was 0, which was -16 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May IREDA was trading at 128.25. The strike last trading price was 0, which was -16 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May IREDA was trading at 124.69. The strike last trading price was 0, which was -16 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May IREDA was trading at 130.68. The strike last trading price was 0, which was -16 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May IREDA was trading at 134.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May IREDA was trading at 135.56. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May IREDA was trading at 136.41. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May IREDA was trading at 135.27. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May IREDA was trading at 135.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr IREDA was trading at 135.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr IREDA was trading at 137.21. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
| IREDA 30-Jun-2026 (25d) 129 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.56
Vega: 0
Theta: -0.11
Gamma: 0.02566
|
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| Date | Close | Ltp | Change | IV | Volume | OI Chg | OI |
| 5 Jun | 124.15 | 8.1 | -1.62 (-16.67%) | 46.39 | 2 | -1 | 274 |
| 4 Jun | 123.24 | 9.72 | 9.72 (-3.46%) | 45.99 | 4 | 0 | 275 |
| 3 Jun | 122.83 | 9.49 | -0.34 (-3.46%) | 45.99 | 4 | -1 | 275 |
| 2 Jun | 124.93 | 9.83 | -0.97 (-8.98%) | 57.06 | 5 | -4 | 275 |
| 1 Jun | 126.27 | 11 | 4.3 (64.18%) | 67.74 | 88 | -21 | 279 |
| 29 May | 133.25 | 7.09 | 2.04 (40.40%) | 65.37 | 297 | 188 | 300 |
| 27 May | 130.20 | 5.05 | -1.3 (-20.47%) | 38.26 | 152 | 50 | 112 |
| 26 May | 129.54 | 6.38 | -0.54 (-7.80%) | 43.87 | 89 | 56 | 61 |
| 25 May | 129.77 | 7.05 | 1.07 (17.89%) | 47.67 | 6 | 4 | 4 |
| 22 May | 129.01 | 0 | 0 | - | 0 | 0 | 0 |
| 21 May | 127.87 | 0 | 0 | - | 0 | 0 | 0 |
| 20 May | 126.77 | 0 | 0 | - | 0 | 0 | 0 |
| 19 May | 127.77 | 0 | 0 | - | 0 | 0 | 0 |
| 18 May | 126.92 | 0 | -5.98 (-100.00%) | - | 0 | 0 | 0 |
| 15 May | 127.10 | 0 | -5.98 (-100.00%) | - | 0 | 0 | 0 |
| 14 May | 128.62 | 0 | -5.98 (-100.00%) | 0 | 0 | 0 | 0 |
| 13 May | 128.25 | 0 | -5.98 (-100.00%) | 0 | 0 | 0 | 0 |
| 12 May | 124.69 | 0 | -5.98 (-100.00%) | 0 | 0 | 0 | 0 |
| 11 May | 130.68 | 0 | -5.98 (-100.00%) | 0 | 0 | 0 | 0 |
| 8 May | 134.60 | 0 | 0 | - | 0 | 0 | 0 |
| 7 May | 135.56 | 0 | 0 | - | 0 | 0 | 0 |
| 6 May | 136.41 | 0 | 0 | - | 0 | 0 | 0 |
| 5 May | 135.27 | 0 | 0 | - | 0 | 0 | 0 |
| 4 May | 135.36 | 0 | 0 | - | 0 | 0 | 0 |
| 30 Apr | 135.10 | 0 | 0 | - | 0 | 0 | 0 |
| 29 Apr | 137.21 | 0 | 0 | - | 0 | 0 | 0 |
For Indian Renewable Energy - strike price 129 expiring on 30JUN2026
Delta for 129 PE is -0.56
Historical price for 129 PE is as follows
On 5 Jun IREDA was trading at 124.15. The strike last trading price was 8.1, which was -1.62 lower than the previous day. The implied volatity was 46.39, the open interest changed by -1 which decreased total open position to 274
On 4 Jun IREDA was trading at 123.24. The strike last trading price was 9.72, which was 9.72 higher than the previous day. The implied volatity was 45.99, the open interest changed by 0 which decreased total open position to 275
On 3 Jun IREDA was trading at 122.83. The strike last trading price was 9.49, which was -0.34 lower than the previous day. The implied volatity was 45.99, the open interest changed by -1 which decreased total open position to 275
On 2 Jun IREDA was trading at 124.93. The strike last trading price was 9.83, which was -0.97 lower than the previous day. The implied volatity was 57.06, the open interest changed by -4 which decreased total open position to 275
On 1 Jun IREDA was trading at 126.27. The strike last trading price was 11, which was 4.3 higher than the previous day. The implied volatity was 67.74, the open interest changed by -21 which decreased total open position to 279
On 29 May IREDA was trading at 133.25. The strike last trading price was 7.09, which was 2.04 higher than the previous day. The implied volatity was 65.37, the open interest changed by 188 which increased total open position to 300
On 27 May IREDA was trading at 130.20. The strike last trading price was 5.05, which was -1.3 lower than the previous day. The implied volatity was 38.26, the open interest changed by 50 which increased total open position to 112
On 26 May IREDA was trading at 129.54. The strike last trading price was 6.38, which was -0.54 lower than the previous day. The implied volatity was 43.87, the open interest changed by 56 which increased total open position to 61
On 25 May IREDA was trading at 129.77. The strike last trading price was 7.05, which was 1.07 higher than the previous day. The implied volatity was 47.67, the open interest changed by 4 which increased total open position to 4
On 22 May IREDA was trading at 129.01. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 21 May IREDA was trading at 127.87. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 20 May IREDA was trading at 126.77. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 19 May IREDA was trading at 127.77. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 18 May IREDA was trading at 126.92. The strike last trading price was 0, which was -5.98 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 15 May IREDA was trading at 127.10. The strike last trading price was 0, which was -5.98 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 14 May IREDA was trading at 128.62. The strike last trading price was 0, which was -5.98 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 13 May IREDA was trading at 128.25. The strike last trading price was 0, which was -5.98 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 12 May IREDA was trading at 124.69. The strike last trading price was 0, which was -5.98 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 11 May IREDA was trading at 130.68. The strike last trading price was 0, which was -5.98 lower than the previous day. The implied volatity was 0, the open interest changed by 0 which decreased total open position to 0
On 8 May IREDA was trading at 134.60. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 7 May IREDA was trading at 135.56. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 May IREDA was trading at 136.41. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 May IREDA was trading at 135.27. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 May IREDA was trading at 135.36. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 30 Apr IREDA was trading at 135.10. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 29 Apr IREDA was trading at 137.21. The strike last trading price was 0, which was 0 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
